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Inference regarding multiple structural changes in linear models with endogenous regressors

Hall, Alastair R.; Han, Sanggohn; Boldea, Otilia - 2009

Persistent link: https://www.econbiz.de/10003889682

Asymptotic distribution theory for break point estimators in models estimated via 2SLS

Boldea, Otilia; Hall, Alastair R.; Han, Sanggohn - 2009

Persistent link: https://www.econbiz.de/10003935269

Asymptotic distribution theory for break point estimators in models estimated via 2SLS

Boldea, Otilia; Hall, Alastair R.; Han, Sanggohn - In: Econometric reviews 31 (2012) 1/3, pp. 1-33

Persistent link: https://www.econbiz.de/10009515976

Inference regarding multiple structural changes in linear models with endogenous regressors

Hall, Alastair R.; Han, Sanggohn; Boldea, Otilia - In: Journal of econometrics 170 (2012) 2, pp. 281-302

Persistent link: https://www.econbiz.de/10009685918

Two further aspects of some new tests for structural stability

Sen, Amit; Hall, Alastair R. - In: Structural change and economic dynamics : SC+ED 10 (1999) 3/4, pp. 431-443

Persistent link: https://www.econbiz.de/10001645453

Structural stability testing in models estimated by generalized method of moments

Hall, Alastair R.; Sen, Amit - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 3, pp. 335-348

Persistent link: https://www.econbiz.de/10001410716

Two further aspects of some new tests for structural stability

Sen, Amit; Hall, Alastair - In: Structural Change and Economic Dynamics 10 (1999) 3-4, pp. 431-443

Persistent link: https://www.econbiz.de/10005311293

Uncertainty, Entrepreneurship and the Organisation of Corruption

Boldea, Otilia; Hall, Alastair; Han, Sanggohn - School of Economics, University of Manchester - 2010

In this paper, we present a limiting distribution theory for the break point estimator in a linear regression model with multiple structural breaks obtained by minimizing a Two Stage Least Squares (2SLS) objective function. Our analysis covers both the case in which the reduced form for the...

Persistent link: https://www.econbiz.de/10008464834